In a medium saute pan over low heat, melt the butter; add the onion and a pinch of salt and sweat until translucent. Add the garlic and continue to cook for another minute. Add the spinach and lemon zest and cook until just heated through. Season with the salt and pepper, add the parsley, and stir to combine. Remove from the heat and keep warm.
Place the heavy cream and wine into a saucepan over medium heat. Once the mixture begins to simmer, gradually add the cheese and stir until melted. Set aside and keep warm.
If the fillets are large, cut in half. Season each filet on both sides with salt and pepper. Divide the spinach mixture evenly among the fillets and roll the fish around the mixture. Place the rice into a 2 1/2-quart casserole dish and spread evenly. Place each roll on top of the rice, seam side down. Pour over the cheese sauce and place in the oven for 25 minutes. Allow to cool for 5 minutes before serving.